UK stock price effects of permanent and transitory shocks
Year of publication: |
2010
|
---|---|
Authors: | Vivian, Andrew ; Wohar, Mark |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 16.2010, 7, p. 641-656
|
Publisher: |
Taylor & Francis Journals |
Subject: | stock prices | permanent dividend shock | cointegrated VAR |
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